+289.3%
INTC vs PH
+30.5%
+258.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +7.1% | -3.1% | +10.1% | +9.4% |
| 30D | -5.2% | -3.2% | -2.0% | -3.4% |
| 3M | -14.3% | +10.6% | -24.9% | -20.9% |
| 6M | +110.2% | -2.1% | +112.3% | +108.2% |
| YTD | +159.6% | +10.2% | +149.4% | +142.4% |
| 1Y | +289.3% | +28.2% | +261.0% | +245.4% |
| All | +289.3% | +30.5% | +258.8% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling